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Volatilität
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13,762
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9,869
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3,239
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3,079
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3,058
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McAleer, Michael
326
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241
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Chang, Chia-Lin
125
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114
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113
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111
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108
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101
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101
Spagnolo, Nicola
101
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99
Ma, Feng
94
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90
Engle, Robert F.
87
Koopman, Siem Jan
83
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82
Lechner, Michael
82
Bekaert, Geert
81
Todorov, Viktor
78
Cui, Zhenyu
75
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74
Hammoudeh, Shawkat
74
Caporin, Massimiliano
71
Lux, Thomas
71
Prokopczuk, Marcel
70
Tiwari, Aviral Kumar
70
Carr, Peter
69
McMillan, David G.
69
Joshi, Mark S.
68
Christoffersen, Peter F.
67
Kočenda, Evžen
66
Asai, Manabu
65
Buch, Claudia M.
65
Takahashi, Akihiko
65
Schoutens, Wim
62
Klijn, Flip
61
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57
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World Bank
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
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HAL
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Centre for Growth and Business Cycle Research <Manchester>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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10
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9
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9
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9
Institut für Weltwirtschaft
9
State University of New York at Albany / Department of Economics
9
Suomen Pankki
9
Institute of Finance and Accounting <London>
8
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Energy economics
693
Finance research letters
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NBER working paper series
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647
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564
International journal of theoretical and applied finance
557
The journal of futures markets
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Journal of banking & finance
513
International review of financial analysis
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Applied economics
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International review of economics & finance : IREF
398
Economic modelling
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Working paper
378
The North American journal of economics and finance : a journal of financial economics studies
371
Journal of econometrics
360
Discussion paper series / IZA
356
Discussion paper / Centre for Economic Policy Research
349
Economics letters
345
European journal of operational research : EJOR
342
Applied economics letters
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
295
Research in international business and finance
295
Applied financial economics
294
Quantitative finance
288
Applied mathematical finance
287
Journal of empirical finance
287
CESifo working papers
274
Journal of economic dynamics & control
274
The journal of computational finance
269
IZA Discussion Papers
258
Finance and stochastics
253
Journal of international financial markets, institutions & money
249
Discussion paper / Tinbergen Institute
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Journal of international money and finance
244
Working Paper
242
Journal of financial economics
240
Journal of risk and financial management : JRFM
235
Management science : journal of the Institute for Operations Research and the Management Sciences
219
The European journal of finance
219
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ECONIS (ZBW)
58,112
EconStor
1,960
RePEc
856
Other ZBW resources
633
USB Cologne (business full texts)
267
USB Cologne (EcoSocSci)
189
BASE
117
OLC EcoSci
16
ArchiDok
3
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Showing
1
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10
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62,153
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date (oldest first)
1
Capturing implied correlation skew from options prices via multiscale stochastic
volatility
models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
2
Variance swap with mean reversion, multifactor stochastic
volatility
and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
3
New solvable stochastic
volatility
models for
pricing
volatility
derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
4
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
5
On moment non-explosions for Wishart-based stochastic
volatility
models
Fonseca, José da
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 889-894
Persistent link: https://www.econbiz.de/10011521879
Saved in:
6
Pricing
American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
7
Option
pricing
with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
8
Volatility
and
volatility
-linked derivatives : estimation,modeling, and
pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
9
Pricing
convertible bonds
Batten, Jonathan A.
;
Khaw, Karren Lee-Hwei
;
Young, Martin R.
- In:
Journal of banking & finance
92
(
2018
),
pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
Saved in:
10
Wavelet-based option
pricing
: an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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